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Time series forecasting plays a crucial role in decision-making across various domains, but it presents significant challenges. Recent studies have explored image-driven approaches using computer vision models to address these challenges,…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Tucker Balch , Manuela Veloso

Foundation models pre-trained on large-scale source datasets are reshaping the traditional training paradigm for time series classification. However, existing time series foundation models primarily focus on forecasting tasks and often…

Machine Learning · Computer Science 2026-01-13 Zhen Liu , Yucheng Wang , Boyuan Li , Junhao Zheng , Emadeldeen Eldele , Min Wu , Qianli Ma

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Recent advances in time-series forecasting increasingly rely on pre-trained foundation-style models. While these models often claim broad generalization, existing evaluation protocols provide limited evidence. Indeed, most current…

Considering the difficulty of financial time series forecasting in financial aid, much of the current research focuses on leveraging big data analytics in financial services. One modern approach is to utilize "predictive analysis",…

Machine Learning · Computer Science 2024-10-28 Md Khairul Islam , Ayush Karmacharya , Timothy Sue , Judy Fox

In industrial equipment monitoring, fault diagnosis is critical for ensuring system reliability and enabling predictive maintenance. However, the scarcity of fault data, due to the rarity of fault events and the high cost of data…

Machine Learning · Computer Science 2025-11-20 Yi Xu , Zhigang Chen , Rui Wang , Yangfan Li , Fengxiao Tang , Ming Zhao , Jiaqi Liu

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context…

Machine Learning · Computer Science 2026-02-04 Huu Hiep Nguyen , Minh Hoang Nguyen , Dung Nguyen , Hung Le

The present study explores the interpretability of latent spaces produced by time series foundation models, focusing on their potential for visual analysis tasks. Specifically, we evaluate the MOMENT family of models, a set of…

Transformers for time series forecasting mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. We propose Pathformer, a multi-scale Transformer with…

Machine Learning · Computer Science 2024-09-17 Peng Chen , Yingying Zhang , Yunyao Cheng , Yang Shu , Yihang Wang , Qingsong Wen , Bin Yang , Chenjuan Guo

Several applications of Internet of Things (IoT) technology involve capturing data from multiple sensors resulting in multi-sensor time series. Existing neural networks based approaches for such multi-sensor or multivariate time series…

Machine Learning · Computer Science 2020-07-21 Vibhor Gupta , Jyoti Narwariya , Pankaj Malhotra , Lovekesh Vig , Gautam Shroff

Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved…

Machine Learning · Computer Science 2025-12-17 Da Zhang , Bingyu Li , Zhiyuan Zhao , Feiping Nie , Junyu Gao , Xuelong Li

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper,…

Machine Learning · Computer Science 2025-05-26 Yihang Lu , Yangyang Xu , Qitao Qing , Xianwei Meng

Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…

General Finance · Quantitative Finance 2025-07-11 Ben A. Marconi

Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining. However, most existing TSFMs remain univariate, and recent efforts to enable cross-variate modeling still operate…

Machine Learning · Computer Science 2026-05-27 Yiding Liu , Yifan Hu , Hongjie Xia , Peiyuan Liu , Hongzhou Chen , Xilin Dai , Zewei Dong , Jiang-Ming Yang

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural…

Machine Learning · Computer Science 2024-04-03 Defu Cao , Furong Jia , Sercan O Arik , Tomas Pfister , Yixiang Zheng , Wen Ye , Yan Liu

Multivariate time-series (MTS) forecasting is fundamental to applications ranging from urban mobility and resource management to climate modeling. While recent generative models based on denoising diffusion have advanced state-of-the-art…

Machine Learning · Computer Science 2025-11-21 Seyed Mohamad Moghadas , Bruno Cornelis , Adrian Munteanu
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